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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (NUMBERS-52) Incomplete beta function I(x, a, b) is inaccurate for large values of a and/or b
Date Sat, 27 Jan 2018 00:19:00 GMT

     [ https://issues.apache.org/jira/browse/NUMBERS-52?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Gilles updated NUMBERS-52:
--------------------------
    Description: 
This was first reported in MATH-718. The result of the current implementation of the incomplete
beta function I(x, a, b) is inaccurate when a and/or b are large-ish. 

I've skimmed through [slatec|http://www.netlib.org/slatec/fnlib/betai.f], GSL, [Boost|http://www.boost.org/doc/libs/1_38_0/libs/math/doc/sf_and_dist/html/math_toolkit/special/sf_beta/ibeta_function.html]
as well as NR. At first sight, neither uses the same method to compute this function. I think
[TOMS-708|http://www.netlib.org/toms/708] is probably the best option.

_Issue moved from MATH project on January 27, 2018 (concerned implementation was moved to
module {{commons-numbers-gamma}} of "Commons Numbers")._

  was:
This was first reported in MATH-718. The result of the current implementation of the incomplete
beta function I(x, a, b) is inaccurate when a and/or b are large-ish. 

I've skimmed through [slatec|http://www.netlib.org/slatec/fnlib/betai.f], GSL, [Boost|http://www.boost.org/doc/libs/1_38_0/libs/math/doc/sf_and_dist/html/math_toolkit/special/sf_beta/ibeta_function.html]
as well as NR. At first sight, neither uses the same method to compute this function. I think
[TOMS-708|http://www.netlib.org/toms/708] is probably the best option.


> Incomplete beta function I(x, a, b) is inaccurate for large values of a and/or b
> --------------------------------------------------------------------------------
>
>                 Key: NUMBERS-52
>                 URL: https://issues.apache.org/jira/browse/NUMBERS-52
>             Project: Commons Numbers
>          Issue Type: Bug
>            Reporter: S├ębastien Brisard
>            Priority: Major
>              Labels: special-functions
>
> This was first reported in MATH-718. The result of the current implementation of the
incomplete beta function I(x, a, b) is inaccurate when a and/or b are large-ish. 
> I've skimmed through [slatec|http://www.netlib.org/slatec/fnlib/betai.f], GSL, [Boost|http://www.boost.org/doc/libs/1_38_0/libs/math/doc/sf_and_dist/html/math_toolkit/special/sf_beta/ibeta_function.html]
as well as NR. At first sight, neither uses the same method to compute this function. I think
[TOMS-708|http://www.netlib.org/toms/708] is probably the best option.
> _Issue moved from MATH project on January 27, 2018 (concerned implementation was moved
to module {{commons-numbers-gamma}} of "Commons Numbers")._



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